Thermocouples are conventionally mounted on a bracket so that the tip of the thermocouple is in the flame of a pilot burner for a furnace or the like. Since thermocouples must be replaced from time to time, and the details of the mounting brackets are not the same for the various manufacturers, there has long been a need for continued improvements in replacement thermocouple units which can readily be used in as many installations as possible. Such replacement units are disclosed in U.S. Pat. Nos. 3,522,107; 3,620,849; 3,650,843; and 3,709.740, and are exemplified by the replacement thermocouples supplied by Robertshaw Controls Company of Richmond, Va. and designated A 1900, A 1910, and A 1970. While these earlier replacement units represented advances in the art at the time of their introduction, further simplification of manufacture and use has remained an important objective. Also, improvements in cooling of the thermocouple are desirable.